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You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and

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You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 15% and a standard deviation of 21% and a Treasury bill with a rate of returt of 4.2%. How much money should be invested in the risky asset to form a portfolio with an expected return of 11.6% ? $68,519 $31,481 $72,173 $27,827 $50,000

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